-54.8%
ILMN vs KEEL
-41.3%
-13.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | -1.0% |
| 7D | -9.2% | +2.7% | -11.9% | -9.6% |
| 30D | +4.4% | +4.6% | -0.2% | +3.4% |
| 3M | +23.9% | -34.5% | +58.4% | +27.7% |
| 6M | +64.5% | +59.3% | +5.2% | +50.5% |
| YTD | +53.5% | +46.4% | +7.1% | +39.8% |
| 1Y | +110.8% | +96.6% | +14.2% | +77.1% |
| 3Y | +30.7% | +182.0% | -151.3% | -7.8% |
| 5Y | -54.8% | -38.2% | -16.6% | -63.8% |
| All | -54.8% | -41.3% | -13.5% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling